Pregnancy-safe oils. Castor oil and sweet almond oil may bring on early labor, if used earlier than term.
Coconut oil and olive oil are safe in pregnancy. Topical vitamin E oil is felt to be safe, but may cause contact dermatitis in some people, as can topical aloe vera.
"When in doubt, leave it out" applies in pregnancy.
https://www.ncbi.nlm.nih.gov/pubmed/20306538
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